Trading Metrics calculated at close of trading on 05-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2023 |
05-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
4,298.0 |
4,360.0 |
62.0 |
1.4% |
4,350.0 |
High |
4,361.0 |
4,365.0 |
4.0 |
0.1% |
4,367.0 |
Low |
4,297.0 |
4,312.0 |
15.0 |
0.3% |
4,241.0 |
Close |
4,359.0 |
4,323.0 |
-36.0 |
-0.8% |
4,359.0 |
Range |
64.0 |
53.0 |
-11.0 |
-17.2% |
126.0 |
ATR |
53.0 |
53.0 |
0.0 |
0.0% |
0.0 |
Volume |
2,783 |
34,641 |
31,858 |
1,144.7% |
43,855 |
|
Daily Pivots for day following 05-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,492.3 |
4,460.7 |
4,352.2 |
|
R3 |
4,439.3 |
4,407.7 |
4,337.6 |
|
R2 |
4,386.3 |
4,386.3 |
4,332.7 |
|
R1 |
4,354.7 |
4,354.7 |
4,327.9 |
4,344.0 |
PP |
4,333.3 |
4,333.3 |
4,333.3 |
4,328.0 |
S1 |
4,301.7 |
4,301.7 |
4,318.1 |
4,291.0 |
S2 |
4,280.3 |
4,280.3 |
4,313.3 |
|
S3 |
4,227.3 |
4,248.7 |
4,308.4 |
|
S4 |
4,174.3 |
4,195.7 |
4,293.9 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.3 |
4,655.7 |
4,428.3 |
|
R3 |
4,574.3 |
4,529.7 |
4,393.7 |
|
R2 |
4,448.3 |
4,448.3 |
4,382.1 |
|
R1 |
4,403.7 |
4,403.7 |
4,370.6 |
4,426.0 |
PP |
4,322.3 |
4,322.3 |
4,322.3 |
4,333.5 |
S1 |
4,277.7 |
4,277.7 |
4,347.5 |
4,300.0 |
S2 |
4,196.3 |
4,196.3 |
4,335.9 |
|
S3 |
4,070.3 |
4,151.7 |
4,324.4 |
|
S4 |
3,944.3 |
4,025.7 |
4,289.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,367.0 |
4,241.0 |
126.0 |
2.9% |
56.8 |
1.3% |
65% |
False |
False |
15,699 |
10 |
4,426.0 |
4,241.0 |
185.0 |
4.3% |
54.0 |
1.2% |
44% |
False |
False |
9,479 |
20 |
4,434.0 |
4,241.0 |
193.0 |
4.5% |
44.6 |
1.0% |
42% |
False |
False |
5,569 |
40 |
4,434.0 |
4,241.0 |
193.0 |
4.5% |
36.6 |
0.8% |
42% |
False |
False |
3,981 |
60 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
41.0 |
0.9% |
76% |
False |
False |
3,053 |
80 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
30.8 |
0.7% |
76% |
False |
False |
2,290 |
100 |
4,434.0 |
3,970.0 |
464.0 |
10.7% |
24.6 |
0.6% |
76% |
False |
False |
1,832 |
120 |
4,434.0 |
3,748.0 |
686.0 |
15.9% |
20.5 |
0.5% |
84% |
False |
False |
1,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,590.3 |
2.618 |
4,503.8 |
1.618 |
4,450.8 |
1.000 |
4,418.0 |
0.618 |
4,397.8 |
HIGH |
4,365.0 |
0.618 |
4,344.8 |
0.500 |
4,338.5 |
0.382 |
4,332.2 |
LOW |
4,312.0 |
0.618 |
4,279.2 |
1.000 |
4,259.0 |
1.618 |
4,226.2 |
2.618 |
4,173.2 |
4.250 |
4,086.8 |
|
|
Fisher Pivots for day following 05-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
4,338.5 |
4,319.0 |
PP |
4,333.3 |
4,315.0 |
S1 |
4,328.2 |
4,311.0 |
|